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| HAL : inria-00278246, version 3 |
| Voir la fiche détaillée |  BibTeX,EndNote,... |
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| Electronic Journal of Probability 14, 12 (2009) 341-364 |
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| Versions disponibles | v1 (09-05-2008) | v2 (20-12-2008) | v3 (03-02-2009) |
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| On rough differential equations |
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| Antoine Lejay 1, 2 |
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| (2009) |
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| We prove that the Ito map, that is the map that gives the solution of a differential equation controlled by a rough path of finite p-variation with p in [2,3) is locally Lipschitz continuous in all its arguments and could be extended to vector fields that have only a linear growth. |
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| 1 : | Institut Elie Cartan Nancy (IECN) |
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CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine |
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| 2 : | TOSCA (INRIA Sophia Antipolis / INRIA Lorraine / IECN) |
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INRIA – CNRS : UMR7502 – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine |
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| probabilités et statistique |
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| Domaine | : | Mathématiques/Probabilités Mathématiques/Analyse classique |
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| Rough paths – Itô map – controlled differential equations |
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| Liste des fichiers attachés à ce document : | |||||
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| inria-00278246, version 3 | |
| http://hal.inria.fr/inria-00278246 | |
| oai:hal.inria.fr:inria-00278246 | |
| Contributeur : Antoine Lejay | |
| Soumis le : Mardi 3 Février 2009, 02:20:26 | |
| Dernière modification le : Vendredi 9 Avril 2010, 10:32:28 | |
